Mean and variance optimization of non-linear systems and worst-case analysis

DOI10.1007/s10589-007-9136-7zbMath1170.90517MaRDI QIDQ839487

N. E. Zubov

Publication date: 2 September 2009

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-007-9136-7

zbMATH Keywords

expected value; worst-case analysis; policy design

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

Related Items

Worst-case estimation for econometric models with unobservable components

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